Search found 5 matches

by memnalex
Fri Apr 20, 2012 12:16 am
Forum: Estimation
Topic: coef in vecm
Replies: 4
Views: 3690

Re: coef in vecm

Hi,

Where are stored the coefficients of a dols equation ? I've tried @coefmat but it dosen't seem to work.

thank you
by memnalex
Wed Apr 18, 2012 4:06 am
Forum: Estimation
Topic: cointegration matrix
Replies: 0
Views: 1327

cointegration matrix

Hi everyone, I am running a vecm following johansen's method. I have a problem when I have more than 1 cointegration equation : the output of Eviews gives me the normalized cointegration matrix with a coefficient of 0 for the second variable of the first cointegration equation. where could I find th...
by memnalex
Wed Mar 28, 2012 12:54 am
Forum: Estimation
Topic: coef in vecm
Replies: 4
Views: 3690

Re: coef in vecm

Thank you very much for the response ! It is exactly what I needed.

have a good day.
by memnalex
Tue Mar 27, 2012 4:18 am
Forum: Estimation
Topic: coef in vecm
Replies: 4
Views: 3690

coef in vecm

Hi,

I'm running a vecm and I would like to know if is possible to get the tstat of the coefficients (something like @tstat but I don't know how to use it for a vecm).

thank you very much if you can help me...
by memnalex
Thu Mar 22, 2012 8:25 am
Forum: Econometric Discussions
Topic: cointegration equation
Replies: 0
Views: 1486

cointegration equation

Hi, I’m programming a Johansen procedure to estimate the long-term relationship between variables for several countries. In the Eviews output, I don’t understand why in the description of the cointegration equations there is sometimes a t-stat under the constant and the trend and sometimes there isn...

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